CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8258	7.62
$α$	0.0873	8.80
$β$	0.8609	55.25
$γ_{1}$	-0.0338	-5.19
$γ_{2}$	0.0500	5.12
$γ_{3}$	-0.0211	-3.08
$γ_{4}$	0.0074	0.86

V-Lab

Caltagirone SpA Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:27.37% (+0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Caltagirone SpA Analyses